On the L_q(L_p)-regularity and Besov smoothness of stochastic parabolic equations on bounded Lipschitz domains

DOI10.1214/EJP.V18-2478MaRDI QIDQ388974zbMATH OpenOpenAlexFDO

Authors Petru A. Cioica, Kyeong-Hun Kim, Kijung Lee, Felix Lindner

Publication date 17 January 2014

Published in Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1301.1180

zbMATH Keywords

Besov regularityHölder regularityLipschitz domainstochastic partial differential equationsweighted stochastic Sobolev spaces

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We investigate the regularity of linear stochastic parabolic equations with zero Dirichlet boundary condition on bounded Lipschitz domains $Osubset{R}^d$ with both theoretical and numerical purpose. We use N.V. Krylov's framework of stochastic parabolic weighted Sobolev spaces $mathfrak{H}_{p,heta}^{gamma,q}(O;T)$. The summability parameters p and q in space and time may differ. Existence and uniqueness of solutions in these spaces is established and the H"older regularity in time is analysed. Moreover, we prove a general embedding of weighted Lp(O)-Sobolev spaces into the scale of Besov spaces $B^{a}lph{a}_{au,au}(O),1/au=alpha/d+1/p,alpha>0$. This leads to a H"older-Besov regularity result for the solution process. The regularity in this Besov scale determines the order of convergence that can be achieved by certain nonlinear approximation schemes.

Review text

This paper improves the results in [\textit{P. A. Cioica} et al., Stud. Math. 207, No. 3, 197--234 (2011; Zbl 1250.60026)], and the present article studies regularity of solutions for linear stochastic parabolic equations with zero Dirichlet boundary conditions on bounded Lipschitz domains. Namely, the authors establish Hölder regularity in time and Besov regularity in the spatial variable. The techniques used are due to Krylov, and co-authors, who introduced and studied weighted stochastic Sobolev spaces (cf.\ [\textit{N. V. Krylov}, J. Funct. Anal. 183, No.~1, 1--41 (2001; Zbl 0980.60091)]).

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Cited in

(21)

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• Mild solution of the parabolic equation driven by a \(\sigma \)-finite stochastic measure
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• Cauchy problem of stochastic kinetic equations
• On Besov regularity and local time of the solution to the stochastic heat equation
• Improved regularity for the stochastic fast diffusion equation
• On the construction of stochastic fields with prescribed regularity by wavelet expansions
• Spectral multipliers on spaces of distributions associated with non-negative self-adjoint operators

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